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1. DAILY DERIVATIVES 24 November 2017
Source: NSE,SeeDiff,AXISDIRECT Research
HIGHLIGHTS:Nifty Options OI Distribution
Nifty Options -Change in OI
Nifty Futures closed at 10366.65 increased by 0.08% with 0.13%
decreased in open interest indicates unwinding of position. Nifty
futures closed with 18 points premium compared to previous day
premium of 15 point.
FII's were buyers in Index Futures to the tune of 144 crores and were
sellers in Index Options to the tune of 505 crores, Stock Futures were
bought to the tune of 101 crores. FII's were net sellers in derivative
segment to the tune of 240 crores.
India VIX index is at 13.86 . Nifty ATM call option IV is currently at
11.22 whereas Nifty ATM put option IV is quoting at 10.94.
Index options PCR is at 0.80 and F&O Total PCR is at 0.78.
Among stock futures SRF, BHEL, DISHTV and SYNDIBANK have
witnessed long build up and may show strength in coming session.
Stocks which witnessed short build up are HEXAWARE, BATAINDIA,
MOTHERSUMI and MFSL may remain weak in coming session.
Nifty put options OI distribution shows that 10300 has highest OI
concentration followed by 10000 and may act as good support for
current expiry.
Nifty call strike 10500 followed by 10600 witnessed significant OI
concentration and may act as resistance for current expiry.
DHFL, DLF, FORTIS, HDIL, INFIBEAM, JISLJALEQS, JETAIRWAYS, JSWENERGY, JPASSOCIAT, JUSTDIAL, RCOM, TV18BRDCST,
Market Indsite:
SECURITIES IN BAN PERIOD
Market Indsite:
Stock Futures - Long Build Up Stock Futures - Short Build Up
Nifty Active Futures 10366.65
Nifty Active Futures OI 25336575
Change in OI -32775
Premium / Discount 17.90
Inference Long Build Up
Nifty Futures View
Nifty Futures closed
at 10366.65
increased by 0.08%
with 0.13%
decreased in open
interest indicates
unwinding of
position. Nifty
futures closed with
18 points premium
compared to
previous day
premium of 15
point.
FII's were buyers in
Index Futures to
the tune of 144
crores and were
sellers in Index
Options to the tune
of 505 crores, Stock
Futures were
bought to the tune
of 101 crores. FII's
were net sellers in
India VIX Index 13.86
Nifty ATM Call IV 11.22
Nifty ATM Put IV 10.94
PCR Index Options 0.80
PCR F&O Total 0.78
Volatility
INDEX FUTURES 144
INDEX OPTIONS -505
STOCK FUTURES 101
STOCK OPTIONS 21
FII Net Activity -240
FII Activity
Symbol Fut Price % Chg Open Interest % Chg
SRF 1868.8 4.53 1079000 8.06
BHEL 93.25 4.78 45982500 3.77
DISHTV 79.3 3.12 25788000 1.94
SYNDIBANK 91.5 4.1 20898000 4.93
Symbol Fut Price % Chg Open Interest % Chg
HEXAWARE 329.95 -0.89 2997000 4.83
BATAINDIA 747.9 -0.21 2896300 4.03
MOTHERSUMI 344.15 -0.53 13878750 3.61
MFSL 566.95 -3.22 3881000 2.24

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